+336.8%
ROIV vs GPC
+0.2%
+336.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +1.7% | +0.4% | +1.2% | +1.6% |
| 30D | +17.6% | -6.3% | +23.9% | +18.6% |
| 3M | +9.0% | -8.2% | +17.1% | +10.0% |
| 6M | +35.3% | +27.1% | +8.2% | +28.1% |
| YTD | +82.2% | +3.1% | +79.0% | +76.7% |
| 1Y | +92.3% | +0.1% | +92.2% | +87.5% |
| 3Y | +336.8% | +0.2% | +336.6% | +295.2% |
| All | +336.8% | +0.2% | +336.6% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling